Anic Equity¶

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Total return since start: 0.584 %¶

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Equity now: -----------------------------> 48392.45 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46192.47 Kr¶

PnL: ---------------------------------------> -2029.78 Kr¶

DD now: ---------------------------------> -7.067 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 12:24:32.286075'

Anic Portfolio¶

This Week¶

Return: -0.153 %¶

Total¶

Return: 58.439 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -7.350000 845.550000 147.550000 21.140000 698.000040
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Stillfront Group 38 -1.960000 711.550000 25.550000 3.720000 686.000016
MEKO 13 -1.550000 1570.400000 16.400000 1.060000 1554.000006
Tietoevry 2 -1.270000 653.200000 15.200000 2.380000 638.000000
Vitec Software Group B 1 -1.890000 494.000000 9.000000 1.860000 485.000000
Nordisk Bergteknik B 130 -3.020000 4173.000000 9.000000 0.220000 4163.999970
Tobii Dynavox 109 -2.250000 2727.730000 5.730000 0.210000 2721.999993
SKF A 3 -3.180000 594.000000 1.000000 0.170000 593.000001
G5 Entertainment 3 -0.890000 569.700000 -2.300000 -0.400000 572.000001
SKF B 3 -3.470000 593.400000 -2.600000 -0.440000 596.000001
Mycronic 3 -2.880000 648.600000 -3.400000 -0.520000 651.999999
Embracer Group B 14 -3.940000 682.360000 -6.640000 -0.960000 689.000004
Addnode Group B 6 -1.850000 700.800000 -8.200000 -1.160000 709.000002
ACQ Bure SPAC 36 0.100000 3481.200000 -8.800000 -0.250000 3489.999984
ASSA ABLOY B 2 -1.410000 503.400000 -10.600000 -2.060000 514.000000
ITAB Shop Concept 56 -2.100000 677.600000 -13.400000 -1.940000 691.000016
Fastighetsbolag. Emilshus Pref 21 -0.760000 544.950000 -17.050000 -3.030000 562.000005
Loomis 6 -2.030000 2025.600000 -17.400000 -0.850000 2043.000000
Husqvarna A 7 -2.990000 613.900000 -19.100000 -3.020000 632.999997
Husqvarna B 7 -2.830000 615.300000 -24.700000 -3.860000 639.999997
Rejlers B 6 -2.270000 930.000000 -32.000000 -3.330000 961.999998
Avanza Bank Holding 2 -6.760000 477.600000 -33.400000 -6.540000 511.000000
Collector Bank 29 -6.020000 1194.800000 -39.200000 -3.180000 1233.999996
Lagercrantz Group B 5 -2.160000 566.500000 -40.500000 -6.670000 607.000000
Swedbank A 3 -3.320000 577.350000 -40.650000 -6.580000 618.000000
Nordea Bank Abp 30 -3.520000 3720.000000 -43.000000 -1.140000 3762.999990
Arion Banki SDB 61 -2.550000 652.700000 -44.300000 -6.360000 697.000030
Norva24 Group 12 -2.020000 360.480000 -46.770000 -11.480000 407.250000
Mips 1 -2.320000 472.400000 -56.600000 -10.700000 529.000000
Dustin Group 18 -4.670000 610.560000 -59.440000 -8.870000 669.999996
AFRY 3 -2.470000 521.100000 -73.900000 -12.420000 594.999999
Viaplay Group B 4 -5.380000 948.800000 -88.200000 -8.510000 1037.000000
Fastighetsbolaget Emilshus B 23 5.320000 569.020000 -125.980000 -18.130000 694.999993
Beijer Alma B 9 -2.170000 1822.500000 -131.500000 -6.730000 1953.999999
RVRC Holding 17 -3.350000 549.100000 -133.900000 -19.600000 683.000007
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.410000 3539.200000 -598.800000 -14.470000 4138.000000
TOTAL 46197.350000 -2024.900000 -7.0586% 48222.250041

Updated:¶

'2023-03-13 12:23:56.289997'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶